-94.0%
HOWL vs VT
+76.7%
-170.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.4% |
| 7D | +2.4% | +0.4% | +2.0% | +1.6% |
| 30D | +140.3% | +1.0% | +139.3% | +136.9% |
| 3M | +124.7% | +2.4% | +122.3% | +118.1% |
| 6M | +57.6% | +12.0% | +45.6% | +33.8% |
| YTD | +52.4% | +15.3% | +37.0% | +23.6% |
| 1Y | -28.4% | +22.6% | -51.0% | -46.9% |
| 3Y | -63.0% | +74.7% | -137.7% | -82.3% |
| 5Y | -94.6% | +66.1% | -160.7% | -97.2% |
| All | -94.0% | +76.7% | -170.7% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling